A theory of risk capital
Isil Erel, Stewart C. Myers, James A. Read Jr.
| Year of publication: |
December 2015
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|---|---|
| Authors: | Erel, Isil ; Myers, Stewart C. ; Read, James A. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 118.2015, 3, p. 620-635
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| Subject: | Capital allocation | Cash capital | Investment decisions | VaR | RAROC | Investition | Investment | Portfolio-Management | Portfolio selection | Investitionsentscheidung | Investment decision | Kapitalstruktur | Capital structure | Eigenkapital | Equity capital | USA | United States | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory | VAR-Modell | VAR model | Risikomaß | Risk measure | Basler Akkord | Basel Accord |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2014.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011480544